Anic Equity¶

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Total return since start: 0.547 %¶

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Equity now: -----------------------------> 47248.87 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45853.49 Kr¶

PnL: ---------------------------------------> -1035.08 Kr¶

DD now: ---------------------------------> -2.84 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 16:56:52.017423'

Anic Portfolio¶

Today¶

Return: -0.391 %¶

This Week¶

Return: -1.386 %¶

Total¶

Return: 54.681 %¶

Benchmark comparison TODAY¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.820000 3095.000000 168.000000 5.740000 2927.000000
HMS Networks 2 15.210000 796.800000 123.800000 18.400000 673.000000
HEBA B 70 -1.130000 2758.000000 122.000000 4.630000 2636.000010
SAAB B 8 0.870000 3437.600000 60.600000 1.790000 3377.000000
MedCap 2 0.000000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.460000 390.200000 35.200000 9.920000 355.000000
Nordea Bank Abp 29 0.280000 3478.840000 24.840000 0.720000 3453.999992
AcadeMedia 12 -1.310000 577.920000 20.920000 3.760000 557.000004
Corem Property Group B 59 -3.250000 597.080000 20.080000 3.480000 576.999999
Intrum 4 2.790000 545.000000 18.000000 3.420000 527.000000
Resurs Holding 22 -1.720000 591.580000 17.580000 3.060000 573.999998
OEM International B 7 0.910000 542.500000 14.500000 2.750000 527.999997
Swedbank A 3 -0.470000 577.050000 13.050000 2.310000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 1.110000 552.320000 9.320000 1.720000 543.000000
Boozt 12 -0.290000 1663.200000 9.200000 0.560000 1653.999996
Securitas B 6 -0.230000 577.440000 7.440000 1.310000 570.000000
Creaspac SPAC 6 0.730000 581.400000 4.400000 0.760000 577.000002
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Coor Service Management Hold. 8 0.000000 535.200000 3.200000 0.600000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.390000 246.720000 0.720000 0.290000 246.000000
CTEK 13 0.740000 533.000000 -1.000000 -0.190000 533.999999
Handelsbanken A 5 0.320000 541.500000 -4.500000 -0.820000 546.000000
Midsona B 63 1.680000 570.780000 -12.220000 -2.100000 582.999984
Essity B 2 -2.360000 546.000000 -28.000000 -4.880000 574.000000
International Petroleum Corp. 5 -0.180000 551.500000 -43.070000 -7.240000 594.565215
Essity A 4 -2.150000 1094.000000 -55.000000 -4.790000 1149.000000
Vivesto 1368 3.130000 550.210000 -62.790000 -10.240000 612.999432
Sampo Oyj SDB 7 -1.010000 3776.500000 -73.500000 -1.910000 3850.000000
Beijer Electronics Group 26 -10.260000 2818.400000 -152.600000 -5.140000 2971.000006
Fasadgruppen Group 35 -0.960000 3598.000000 -213.000000 -5.590000 3810.999990
OX2 18 0.450000 1409.400000 -254.600000 -15.300000 1663.999992
Axfood 13 -3.240000 3460.600000 -295.400000 -7.860000 3756.000001
Ovzon 52 0.750000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45853.490000 -1035.080000 -2.83986% 46888.564618

Updated:¶

'2023-01-26 16:57:05.174863'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶